Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.587318 0.659673 0.741183 0.840575 0.959548 1.098737 1.275926
2024-11-24 00:00:00+00:00 0.500413 0.589436 0.696842 0.838232 1.022981 1.261424 1.601627
2024-12-01 00:00:00+00:00 0.425834 0.518274 0.635292 0.798144 1.025519 1.342720 1.840700
2024-12-08 00:00:00+00:00 0.371964 0.464480 0.586150 0.763349 1.024982 1.415716 2.085547
2024-12-15 00:00:00+00:00 0.345770 0.442879 0.575570 0.778050 1.095225 1.605705 2.574310
2024-12-22 00:00:00+00:00 0.329144 0.431752 0.577142 0.809309 1.195219 1.866746 3.291926
2024-12-29 00:00:00+00:00 0.310343 0.415175 0.568283 0.822433 1.267465 2.098980 4.065152
2025-01-05 00:00:00+00:00 0.293067 0.398849 0.557525 0.830244 1.331263 2.333181 4.975483
2025-01-12 00:00:00+00:00 0.275044 0.379612 0.539956 0.823702 1.366882 2.520476 5.889792
2025-01-19 00:00:00+00:00 0.253300 0.352885 0.507855 0.787579 1.338503 2.559543 6.406576
2025-01-26 00:00:00+00:00 0.242813 0.342756 0.501568 0.796491 1.401979 2.832644 7.912165
2025-02-02 00:00:00+00:00 0.234458 0.335259 0.498770 0.811186 1.480423 3.172432 10.046839
2025-02-09 00:00:00+00:00 0.222383 0.321315 0.484499 0.803674 1.512180 3.411512 12.152669
2025-02-16 00:00:00+00:00 0.212680 0.310542 0.474730 0.803703 1.561759 3.726806 15.238288
2025-02-23 00:00:00+00:00 0.198393 0.291243 0.448388 0.767211 1.516462 3.730697 16.515620
2025-03-02 00:00:00+00:00 0.185979 0.274401 0.425290 0.735069 1.476902 3.743348 17.973048
2025-03-09 00:00:00+00:00 0.181157 0.270103 0.424516 0.749544 1.559839 4.222887 24.588915
2025-03-16 00:00:00+00:00 0.178712 0.269656 0.430672 0.779565 1.691896 4.973462 37.999848
2025-03-23 00:00:00+00:00 0.174210 0.265311 0.429101 0.792254 1.779312 5.610723 55.885460
2025-03-30 00:00:00+00:00 0.169407 0.260130 0.425493 0.799819 1.854090 6.255235 83.480698
2025-04-06 00:00:00+00:00 0.163416 0.252482 0.416509 0.793704 1.885606 6.715915 117.218300
2025-04-13 00:00:00+00:00 0.154799 0.239688 0.396596 0.759441 1.820191 6.613270 128.550880
2025-04-20 00:00:00+00:00 0.151226 0.235898 0.394367 0.767950 1.898139 7.406139 222.735020